+22.2%
A vs EXEL
+92.4%
-70.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.4% | +9.8% | -12.1% | -4.6% |
| 30D | +3.6% | +23.6% | -20.0% | -1.8% |
| 3M | +27.5% | +29.9% | -2.4% | +19.0% |
| 6M | +58.5% | +64.7% | -6.2% | +38.6% |
| YTD | +31.2% | +66.0% | -34.8% | +14.1% |
| 1Y | +22.2% | +92.0% | -69.8% | +1.4% |
| All | +22.2% | +92.4% | -70.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling